Question

# Make up some random data
x = np.concatenate([np.random.normal(0, 1, 10000),
                    np.random.normal(4, 1, 10000)])

# Roll our own ECDF function

def ecdf(x):
    """Return empirical CDF of x."""

    sx = np.sort(x)
    cdf = (1.0 + np.arange(len(sx)))/len(sx)
    return sx, cdf

sx, y = ecdf(x)
plt.plot(sx, y);

from statsmodels.distributions.empirical_distribution import ECDF

ecdf = ECDF(x)
plt.plot(ecdf.x, ecdf.y);